+73.5%
CSX vs UEC
+27.4%
+46.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.9% | +7.1% | +1.4% |
| 7D | +0.7% | -5.2% | +5.9% | +0.9% |
| 30D | +8.1% | -22.0% | +30.1% | +9.1% |
| 3M | +2.2% | -37.0% | +39.2% | +4.0% |
| 6M | +14.6% | -52.7% | +67.3% | +17.6% |
| YTD | +42.2% | -38.6% | +80.8% | +43.5% |
| 1Y | +47.3% | -44.6% | +91.9% | +49.0% |
| 3Y | +73.5% | +27.1% | +46.4% | +61.0% |
| All | +73.5% | +27.4% | +46.2% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling